Mechanical integrity of the interfacial region between ceramic coatings and substrates is critical to high performance coated mechanical components and manufacturing tools. Mechanical failure of the coating/substrate interfacial region often leads to catastrophic failure of the coated system as a whole. Despite extensive research over the past two decades, quantitative assessment of the mechanical response of coating/substrate interfacial regions remains a challenge. The lack of reliable protocols for measuring the mechanical response of coating/substrate interfacial regions quantitatively hampers the understanding of key factors controlling the mechanical integrity of coating/substrate interfaces. In this paper, we describe a new micro-pillar testing protocol for quantitative measurement of critical stresses for inducing shear failure of interfacial regions in ceramic-coating/metal-adhesion-layer/substrate systems. We observe significant differences in the critical stress for shear failure of interfacial regions in CrN/Cu/Si, CrN/Cr/Si, and CrN/Ti/Si systems. The present testing protocol has general applicability to a wide range of coating/interlayer/substrate systems.